Read me for Replication Package
"Bias and Overconfidence in Parametric Models of Interactive Processes"
by William Berry, Jacqueline H. R. Demeritt, and Justin Esarey
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Notes:

R code to replicate our Monte Carlo analysis is contained in continuous_stata_2015-3-23.r and dichotomous_stata_2015-3-9.r. You will need the Monte Carlo DGP data files in order to run this code; run draw_mc_data.r first in order to do this.

Running all the estimation models on each DGP and saving the results takes a VERY long time and in part depends on simulation draws from each model's asymptotic distribution; as such, results may be sensitive to changes in Stata (we used 11.2) or random number generator packages in R (our code works on version 3.1.2). We have included all the DGP analysis results as 2014-12-15_continuous-sim-results.RData and 2015-3-9_dichotomous-sim-results.RData so that future readers can (1) save time and skip straight to part three of the replication files, and (2) ensure that they are working off the same results that we did, in the event of some sort of future change in software that slightly modifies our results.

trupry_2013-8-18.r is an R function that returns true DGP values for all our DGPs; it is called by continuous_stata_2015-3-23.r and dichotomous_stata_2015-3-9.r where appropriate.

Our replication analysis for Miller (2010) is contained in 2015-3-25_Miller-replication.do; the data is in DemDev_SI.dta (Miller's replication data set). millerfd.dta contains some information generated in the 2015-3-25_Miller-replication.do and used to generate marginal effects plots.

The original analysis was performed using R 3.1.2 and Stata 11.2; the Miller replication was performed using Stata 13.2.

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Complete manifest
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(1)_README.txt: this file.

(2) 2014-12-15_continuous-sim-results.RData: a saved data file containing some time-consuming results generated in the continuous_stata_2015-3-23.r file; search for the "save.image("2014-12-15_continuous-sim-results.RData")" statement in continuous_stata_2015-3-23.r to see what is saved.

(3) 2015-3-9_dichotomous-sim-results.RData: a saved data file containing some time-consuming results generated in the dichotomous_stata_2015-3-9.r file; search for the "save.image("2015-3-9_dichotomous-sim-results.RData")" statement in dichotomous_stata_2015-3-9.r to see what is saved.

(4) 2015-5-12_Miller-replication.do: a Stata do file to execute our replication analysis of Miller (2010).

(5) confidence-interval-accuracy-workspace-2013-12-15.RData: a saved data file containing some time-consuming results generated in the continuous_stata_2015-3-23.r file (specifically used to assess the accuracy of CIs when N=100 in several footnotes). Search for "save.image("confidence-interval-accuracy-workspace-2013-12-15.RData")" in continuous_stata_2015-3-23.r to see what is saved.

(6) continuous_stata_2015-3-23.r: this is the main analysis file (in R) used to assess continuous DGPs; most of the Monte Carlo analysis for continuous DGPs originates in this file.

(7) DemDev_SI.dta: the replication data set for Miller (2010).

(8) dichotomous_stata_2015-3-9.r: this is the main analysis file (in R) used to assess dichotomous DGPs; most of the Monte Carlo analysis for dichotomous DGPs originates in this file.

(9) Documentation for claims in notes 1 and 7 of article.xlsx: this excel file contains information about published articles in issues of AJPS, APSR or JOP from the year 2005; this supports several footnotes in the text.

(10) draw_mc_data.r: this R file creates the monte carlo data sets used in much of the simulation analysis; this file must be run first to generate data sets before most of the other programs are run.

(11) me_results trimmed to logit and probit (to enter into table s-4).xlsx: this is a trimmed version of me_results.csv used as a part of table s-4.

(12) me_results.csv: this file is produced by continuous_stata_2015-3-23.r; it is a table of results concerning the accuracy of marginal effects estimates for continuous DGPs.

(13) me-power.RData: a saved data file containing some time-consuming results generated in the  continuous_stata_2015-3-23.r file; search for the "save.image("me-power.RData")" statement in continuous_stata_2015-3-23.r to see what is saved.

(14) millerfd.dta: some intermediate results that were generated by 2015-5-12_Miller-replication.do and used to create a plot; note that this file was entered manually using results created by the do file.

(15) trupry_2013-8-18.r: an R function containing the mathematical statements for the true DGPs studied in our analysis; this file is referenced by some other files in the replication set.


Thanks for reading!

-J. Esarey, 6/1/2015